Anic Equity¶

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Total return since start: 0.549 %¶

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Equity now: -----------------------------> 47326.2 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45931.23 Kr¶

PnL: ---------------------------------------> -957.34 Kr¶

DD now: ---------------------------------> -2.681 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 15:06:12.836967'

Anic Portfolio¶

Today¶

Return: -1.304 %¶

This Week¶

Return: -1.225 %¶

Total¶

Return: 54.934 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.250000 2754.500000 118.500000 4.500000 2636.000010
Beijer Electronics Group 26 -1.010000 3062.800000 91.800000 3.090000 2971.000006
FM Mattsson Mora Group B 50 -3.230000 3000.000000 73.000000 2.490000 2927.000000
SAAB B 8 0.160000 3412.800000 35.800000 1.060000 3377.000000
Samhällsbyggnadsbo. i Norden B 20 -0.150000 390.300000 35.300000 9.940000 355.000000
Corem Property Group B 59 -2.560000 606.520000 29.520000 5.120000 576.999999
MedCap 2 -1.320000 450.000000 29.000000 6.890000 421.000000
AcadeMedia 12 -3.520000 585.840000 28.840000 5.180000 557.000004
Resurs Holding 22 -1.260000 601.700000 27.700000 4.830000 573.999998
HMS Networks 2 -3.100000 688.800000 15.800000 2.350000 673.000000
Swedbank A 3 -0.520000 578.100000 14.100000 2.500000 564.000000
Securitas B 6 -0.980000 582.840000 12.840000 2.250000 570.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Eastnine 4 -0.790000 502.400000 11.400000 2.320000 491.000000
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
Boozt 12 -2.260000 1658.400000 4.400000 0.270000 1653.999996
OEM International B 7 -1.430000 531.300000 3.300000 0.630000 527.999997
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Intrum 4 -3.150000 528.200000 1.200000 0.230000 527.000000
Nordea Bank Abp 29 0.000000 3454.480000 0.480000 0.010000 3453.999992
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Essity B 2 -1.750000 550.800000 -23.200000 -4.040000 574.000000
Midsona B 63 -2.740000 558.180000 -24.820000 -4.260000 582.999984
CTEK 13 -2.240000 505.830000 -28.170000 -5.280000 533.999999
International Petroleum Corp. 5 -2.240000 545.500000 -49.070000 -8.250000 594.565215
Essity A 4 -2.830000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 0.750000 551.300000 -61.700000 -10.070000 612.999432
Sampo Oyj SDB 7 -1.190000 3762.500000 -87.500000 -2.270000 3850.000000
Axfood 13 0.000000 3582.800000 -173.200000 -4.610000 3756.000001
Fasadgruppen Group 35 1.570000 3633.000000 -178.000000 -4.670000 3810.999990
OX2 18 -3.170000 1402.200000 -261.800000 -15.730000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45931.230000 -957.340000 -2.68084% 46888.564618

Updated:¶

'2023-01-25 15:06:25.519912'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶